Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47412.13 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46017.15 Kr¶

PnL: ---------------------------------------> -871.42 Kr¶

DD now: ---------------------------------> -2.504 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:39:52.803654'

Anic Portfolio¶

Today¶

Return: -0.047 %¶

This Week¶

Return: -1.045 %¶

Total¶

Return: 55.215 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.500000 798.800000 125.800000 18.690000 673.000000
SAAB B 8 1.030000 3443.200000 66.200000 1.960000 3377.000000
Intrum 4 6.640000 565.400000 38.400000 7.290000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.260000 393.000000 38.000000 10.700000 355.000000
MedCap 2 -0.870000 457.000000 36.000000 8.550000 421.000000
Boozt 12 0.940000 1683.600000 29.600000 1.790000 1653.999996
Corem Property Group B 59 -2.680000 600.620000 23.620000 4.090000 576.999999
AcadeMedia 12 -0.980000 579.840000 22.840000 4.100000 557.000004
Resurs Holding 22 -1.280000 594.220000 20.220000 3.520000 573.999998
Swedbank A 3 -0.540000 576.600000 12.600000 2.230000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 0.000000 578.760000 8.760000 1.540000 570.000000
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Nordea Bank Abp 29 -0.350000 3456.800000 2.800000 0.080000 3453.999992
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.190000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
CTEK 13 -0.610000 525.850000 -8.150000 -1.530000 533.999999
Handelsbanken A 5 -0.370000 537.750000 -8.250000 -1.510000 546.000000
Midsona B 63 0.220000 562.590000 -20.410000 -3.500000 582.999984
Essity B 2 -3.150000 541.600000 -32.400000 -5.640000 574.000000
International Petroleum Corp. 5 -0.630000 549.000000 -45.570000 -7.660000 594.565215
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Vivesto 1368 2.560000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 -0.920000 3780.000000 -70.000000 -1.820000 3850.000000
Beijer Electronics Group 26 -8.770000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 1.090000 1418.400000 -245.600000 -14.760000 1663.999992
Axfood 13 -2.800000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.560000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46017.150000 -871.420000 -2.50414% 46888.564618

Updated:¶

'2023-01-26 13:40:05.901451'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶